File:  [local] / rpl / lapack / lapack / dsyev_2stage.f
Revision 1.3: download - view: text, annotated - select for diffs - revision graph
Tue May 29 06:55:21 2018 UTC (5 years, 11 months ago) by bertrand
Branches: MAIN
CVS tags: HEAD
Mise à jour de Lapack.

    1: *> \brief <b> DSYEV_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices</b>
    2: *
    3: *  @precisions fortran d -> s
    4: *
    5: *  =========== DOCUMENTATION ===========
    6: *
    7: * Online html documentation available at
    8: *            http://www.netlib.org/lapack/explore-html/
    9: *
   10: *> \htmlonly
   11: *> Download DSYEV_2STAGE + dependencies
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsyevd_2stage.f">
   13: *> [TGZ]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsyevd_2stage.f">
   15: *> [ZIP]</a>
   16: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsyevd_2stage.f">
   17: *> [TXT]</a>
   18: *> \endhtmlonly
   19: *
   20: *  Definition:
   21: *  ===========
   22: *
   23: *       SUBROUTINE DSYEV_2STAGE( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, 
   24: *                                INFO )
   25: *
   26: *       IMPLICIT NONE
   27: *
   28: *       .. Scalar Arguments ..
   29: *       CHARACTER          JOBZ, UPLO
   30: *       INTEGER            INFO, LDA, LWORK, N
   31: *       ..
   32: *       .. Array Arguments ..
   33: *       DOUBLE PRECISION   A( LDA, * ), W( * ), WORK( * )
   34: *       ..
   35: *
   36: *
   37: *> \par Purpose:
   38: *  =============
   39: *>
   40: *> \verbatim
   41: *>
   42: *> DSYEV_2STAGE computes all eigenvalues and, optionally, eigenvectors of a
   43: *> real symmetric matrix A using the 2stage technique for
   44: *> the reduction to tridiagonal.
   45: *> \endverbatim
   46: *
   47: *  Arguments:
   48: *  ==========
   49: *
   50: *> \param[in] JOBZ
   51: *> \verbatim
   52: *>          JOBZ is CHARACTER*1
   53: *>          = 'N':  Compute eigenvalues only;
   54: *>          = 'V':  Compute eigenvalues and eigenvectors.
   55: *>                  Not available in this release.
   56: *> \endverbatim
   57: *>
   58: *> \param[in] UPLO
   59: *> \verbatim
   60: *>          UPLO is CHARACTER*1
   61: *>          = 'U':  Upper triangle of A is stored;
   62: *>          = 'L':  Lower triangle of A is stored.
   63: *> \endverbatim
   64: *>
   65: *> \param[in] N
   66: *> \verbatim
   67: *>          N is INTEGER
   68: *>          The order of the matrix A.  N >= 0.
   69: *> \endverbatim
   70: *>
   71: *> \param[in,out] A
   72: *> \verbatim
   73: *>          A is DOUBLE PRECISION array, dimension (LDA, N)
   74: *>          On entry, the symmetric matrix A.  If UPLO = 'U', the
   75: *>          leading N-by-N upper triangular part of A contains the
   76: *>          upper triangular part of the matrix A.  If UPLO = 'L',
   77: *>          the leading N-by-N lower triangular part of A contains
   78: *>          the lower triangular part of the matrix A.
   79: *>          On exit, if JOBZ = 'V', then if INFO = 0, A contains the
   80: *>          orthonormal eigenvectors of the matrix A.
   81: *>          If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
   82: *>          or the upper triangle (if UPLO='U') of A, including the
   83: *>          diagonal, is destroyed.
   84: *> \endverbatim
   85: *>
   86: *> \param[in] LDA
   87: *> \verbatim
   88: *>          LDA is INTEGER
   89: *>          The leading dimension of the array A.  LDA >= max(1,N).
   90: *> \endverbatim
   91: *>
   92: *> \param[out] W
   93: *> \verbatim
   94: *>          W is DOUBLE PRECISION array, dimension (N)
   95: *>          If INFO = 0, the eigenvalues in ascending order.
   96: *> \endverbatim
   97: *>
   98: *> \param[out] WORK
   99: *> \verbatim
  100: *>          WORK is DOUBLE PRECISION array, dimension LWORK
  101: *>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  102: *> \endverbatim
  103: *>
  104: *> \param[in] LWORK
  105: *> \verbatim
  106: *>          LWORK is INTEGER
  107: *>          The length of the array WORK. LWORK >= 1, when N <= 1;
  108: *>          otherwise  
  109: *>          If JOBZ = 'N' and N > 1, LWORK must be queried.
  110: *>                                   LWORK = MAX(1, dimension) where
  111: *>                                   dimension = max(stage1,stage2) + (KD+1)*N + 2*N
  112: *>                                             = N*KD + N*max(KD+1,FACTOPTNB) 
  113: *>                                               + max(2*KD*KD, KD*NTHREADS) 
  114: *>                                               + (KD+1)*N + 2*N
  115: *>                                   where KD is the blocking size of the reduction,
  116: *>                                   FACTOPTNB is the blocking used by the QR or LQ
  117: *>                                   algorithm, usually FACTOPTNB=128 is a good choice
  118: *>                                   NTHREADS is the number of threads used when
  119: *>                                   openMP compilation is enabled, otherwise =1.
  120: *>          If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available
  121: *>
  122: *>          If LWORK = -1, then a workspace query is assumed; the routine
  123: *>          only calculates the optimal size of the WORK array, returns
  124: *>          this value as the first entry of the WORK array, and no error
  125: *>          message related to LWORK is issued by XERBLA.
  126: *> \endverbatim
  127: *>
  128: *> \param[out] INFO
  129: *> \verbatim
  130: *>          INFO is INTEGER
  131: *>          = 0:  successful exit
  132: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
  133: *>          > 0:  if INFO = i, the algorithm failed to converge; i
  134: *>                off-diagonal elements of an intermediate tridiagonal
  135: *>                form did not converge to zero.
  136: *> \endverbatim
  137: *
  138: *  Authors:
  139: *  ========
  140: *
  141: *> \author Univ. of Tennessee
  142: *> \author Univ. of California Berkeley
  143: *> \author Univ. of Colorado Denver
  144: *> \author NAG Ltd.
  145: *
  146: *> \date November 2017
  147: *
  148: *> \ingroup doubleSYeigen
  149: *
  150: *> \par Further Details:
  151: *  =====================
  152: *>
  153: *> \verbatim
  154: *>
  155: *>  All details about the 2stage techniques are available in:
  156: *>
  157: *>  Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
  158: *>  Parallel reduction to condensed forms for symmetric eigenvalue problems
  159: *>  using aggregated fine-grained and memory-aware kernels. In Proceedings
  160: *>  of 2011 International Conference for High Performance Computing,
  161: *>  Networking, Storage and Analysis (SC '11), New York, NY, USA,
  162: *>  Article 8 , 11 pages.
  163: *>  http://doi.acm.org/10.1145/2063384.2063394
  164: *>
  165: *>  A. Haidar, J. Kurzak, P. Luszczek, 2013.
  166: *>  An improved parallel singular value algorithm and its implementation 
  167: *>  for multicore hardware, In Proceedings of 2013 International Conference
  168: *>  for High Performance Computing, Networking, Storage and Analysis (SC '13).
  169: *>  Denver, Colorado, USA, 2013.
  170: *>  Article 90, 12 pages.
  171: *>  http://doi.acm.org/10.1145/2503210.2503292
  172: *>
  173: *>  A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
  174: *>  A novel hybrid CPU-GPU generalized eigensolver for electronic structure 
  175: *>  calculations based on fine-grained memory aware tasks.
  176: *>  International Journal of High Performance Computing Applications.
  177: *>  Volume 28 Issue 2, Pages 196-209, May 2014.
  178: *>  http://hpc.sagepub.com/content/28/2/196 
  179: *>
  180: *> \endverbatim
  181: *
  182: *  =====================================================================
  183:       SUBROUTINE DSYEV_2STAGE( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, 
  184:      $                         INFO )
  185: *
  186:       IMPLICIT NONE
  187: *
  188: *  -- LAPACK driver routine (version 3.8.0) --
  189: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  190: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  191: *     November 2017
  192: *
  193: *     .. Scalar Arguments ..
  194:       CHARACTER          JOBZ, UPLO
  195:       INTEGER            INFO, LDA, LWORK, N
  196: *     ..
  197: *     .. Array Arguments ..
  198:       DOUBLE PRECISION   A( LDA, * ), W( * ), WORK( * )
  199: *     ..
  200: *
  201: *  =====================================================================
  202: *
  203: *     .. Parameters ..
  204:       DOUBLE PRECISION   ZERO, ONE
  205:       PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0 )
  206: *     ..
  207: *     .. Local Scalars ..
  208:       LOGICAL            LOWER, LQUERY, WANTZ
  209:       INTEGER            IINFO, IMAX, INDE, INDTAU, INDWRK, ISCALE,
  210:      $                   LLWORK, LWMIN, LHTRD, LWTRD, KD, IB, INDHOUS
  211:       DOUBLE PRECISION   ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
  212:      $                   SMLNUM
  213: *     ..
  214: *     .. External Functions ..
  215:       LOGICAL            LSAME
  216:       INTEGER            ILAENV2STAGE
  217:       DOUBLE PRECISION   DLAMCH, DLANSY
  218:       EXTERNAL           LSAME, DLAMCH, DLANSY, ILAENV2STAGE
  219: *     ..
  220: *     .. External Subroutines ..
  221:       EXTERNAL           DLASCL, DORGTR, DSCAL, DSTEQR, DSTERF,
  222:      $                   XERBLA, DSYTRD_2STAGE
  223: *     ..
  224: *     .. Intrinsic Functions ..
  225:       INTRINSIC          MAX, SQRT
  226: *     ..
  227: *     .. Executable Statements ..
  228: *
  229: *     Test the input parameters.
  230: *
  231:       WANTZ = LSAME( JOBZ, 'V' )
  232:       LOWER = LSAME( UPLO, 'L' )
  233:       LQUERY = ( LWORK.EQ.-1 )
  234: *
  235:       INFO = 0
  236:       IF( .NOT.( LSAME( JOBZ, 'N' ) ) ) THEN
  237:          INFO = -1
  238:       ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
  239:          INFO = -2
  240:       ELSE IF( N.LT.0 ) THEN
  241:          INFO = -3
  242:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  243:          INFO = -5
  244:       END IF
  245: *
  246:       IF( INFO.EQ.0 ) THEN
  247:          KD    = ILAENV2STAGE( 1, 'DSYTRD_2STAGE', JOBZ, N, -1, -1, -1 )
  248:          IB    = ILAENV2STAGE( 2, 'DSYTRD_2STAGE', JOBZ, N, KD, -1, -1 )
  249:          LHTRD = ILAENV2STAGE( 3, 'DSYTRD_2STAGE', JOBZ, N, KD, IB, -1 )
  250:          LWTRD = ILAENV2STAGE( 4, 'DSYTRD_2STAGE', JOBZ, N, KD, IB, -1 )
  251:          LWMIN = 2*N + LHTRD + LWTRD
  252:          WORK( 1 )  = LWMIN
  253: *
  254:          IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY )
  255:      $      INFO = -8
  256:       END IF
  257: *
  258:       IF( INFO.NE.0 ) THEN
  259:          CALL XERBLA( 'DSYEV_2STAGE ', -INFO )
  260:          RETURN
  261:       ELSE IF( LQUERY ) THEN
  262:          RETURN
  263:       END IF
  264: *
  265: *     Quick return if possible
  266: *
  267:       IF( N.EQ.0 ) THEN
  268:          RETURN
  269:       END IF
  270: *
  271:       IF( N.EQ.1 ) THEN
  272:          W( 1 ) = A( 1, 1 )
  273:          WORK( 1 ) = 2
  274:          IF( WANTZ )
  275:      $      A( 1, 1 ) = ONE
  276:          RETURN
  277:       END IF
  278: *
  279: *     Get machine constants.
  280: *
  281:       SAFMIN = DLAMCH( 'Safe minimum' )
  282:       EPS    = DLAMCH( 'Precision' )
  283:       SMLNUM = SAFMIN / EPS
  284:       BIGNUM = ONE / SMLNUM
  285:       RMIN   = SQRT( SMLNUM )
  286:       RMAX   = SQRT( BIGNUM )
  287: *
  288: *     Scale matrix to allowable range, if necessary.
  289: *
  290:       ANRM = DLANSY( 'M', UPLO, N, A, LDA, WORK )
  291:       ISCALE = 0
  292:       IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  293:          ISCALE = 1
  294:          SIGMA = RMIN / ANRM
  295:       ELSE IF( ANRM.GT.RMAX ) THEN
  296:          ISCALE = 1
  297:          SIGMA = RMAX / ANRM
  298:       END IF
  299:       IF( ISCALE.EQ.1 )
  300:      $   CALL DLASCL( UPLO, 0, 0, ONE, SIGMA, N, N, A, LDA, INFO )
  301: *
  302: *     Call DSYTRD_2STAGE to reduce symmetric matrix to tridiagonal form.
  303: *
  304:       INDE    = 1
  305:       INDTAU  = INDE + N
  306:       INDHOUS = INDTAU + N
  307:       INDWRK  = INDHOUS + LHTRD
  308:       LLWORK  = LWORK - INDWRK + 1
  309: *
  310:       CALL DSYTRD_2STAGE( JOBZ, UPLO, N, A, LDA, W, WORK( INDE ),
  311:      $                    WORK( INDTAU ), WORK( INDHOUS ), LHTRD, 
  312:      $                    WORK( INDWRK ), LLWORK, IINFO )
  313: *
  314: *     For eigenvalues only, call DSTERF.  For eigenvectors, first call
  315: *     DORGTR to generate the orthogonal matrix, then call DSTEQR.
  316: *
  317:       IF( .NOT.WANTZ ) THEN
  318:          CALL DSTERF( N, W, WORK( INDE ), INFO )
  319:       ELSE
  320: *        Not available in this release, and agrument checking should not
  321: *        let it getting here
  322:          RETURN
  323:          CALL DORGTR( UPLO, N, A, LDA, WORK( INDTAU ), WORK( INDWRK ),
  324:      $                LLWORK, IINFO )
  325:          CALL DSTEQR( JOBZ, N, W, WORK( INDE ), A, LDA, WORK( INDTAU ),
  326:      $                INFO )
  327:       END IF
  328: *
  329: *     If matrix was scaled, then rescale eigenvalues appropriately.
  330: *
  331:       IF( ISCALE.EQ.1 ) THEN
  332:          IF( INFO.EQ.0 ) THEN
  333:             IMAX = N
  334:          ELSE
  335:             IMAX = INFO - 1
  336:          END IF
  337:          CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
  338:       END IF
  339: *
  340: *     Set WORK(1) to optimal workspace size.
  341: *
  342:       WORK( 1 ) = LWMIN
  343: *
  344:       RETURN
  345: *
  346: *     End of DSYEV_2STAGE
  347: *
  348:       END

CVSweb interface <joel.bertrand@systella.fr>